Monotone iterative ADI method for semilinear parabolic problems (Q747631)

A parabolic problem is considered in a two-dimensional limited space region and time interval \([0, T]\) with a self-conjugate differential operator and reaction function of general type, which could contain the unknown function. For numerical solving the problem, a nonlinear difference scheme based on the Douglas-Rachford alternating direction implicit (ADI) scheme on a uniform mesh is constructed and studied. A monotone iterative ADI method with quadratic rate of convergence is proposed for solving the obtained difference scheme by using upper and lower solutions. The theoretical results establish existence, uniqueness and convergence of the nonlinear ADI scheme to the continuous solution of the initial parabolic problem, as well as the convergence of the iterative monotone ADI method on the entire time interval. Some numerical examples are presented.